QUANTITATIVE ANALYST Job in 10006
ALPHABET MANAGEMENT, LLC
About the Job
Quantitative Analyst (Mathematician) (NYC) - Works w/ equity derivative traders on trading desk to perform front desk quantitative research. Develops pricing hedging mathematical models (incl stochastic volatility equity option pricing, VIX option pricing, multi-factor models) strategies (incl volatility relative value trading statistical arbitrage trading strategies) to trade derivative products (incl flow exotic equity products, variance/ volatility swaps volatility derivative products) in US int'l markets. Uses C++, Matlab VBA, as well as stochastic calculus statistical methods (including regression analysis time series analysis) to perform mathematical analysis statistic modeling. Performs back-testing data analysis on quantitative trading strategies using historical equity option implied volatility surfaces. Req's: Ph.D. degree in Mathematics or Statistics 1 yr of exp in the job offered. Send resumes to: D. Galan, Alphabet Management, LLC, Attn: Recruitment, 2 Rector St., 3rd Fl., New York, NY 10006.